2020/10/19 USD/CNY Fixing 6.7010 (last fixing 6.7332) down 322 pips.
中国央行今日开展500亿元逆回购操作,因今日无逆回购到期,当日实现净投放500亿元。此外,今日有800亿元国库现金定存到期。美元/人民币报6.7010,下调(人民币升值)332点.
超短期方面:
o/n 成交区间 4.1~4.35, 收盘 gvn4
t/n 成交区间3.92~4.6, 收盘gvn3.92,
s/n 成交区间4.45~4.65,收盘tkn4.56
短期方面:
1w成交区间33.2~33.5, 收盘gvn33.2,
2w成交在80
中长期方面:
1s成交区间164~172, 收盘tkn171,
2s成交在306
3s成交区间478.5~480,收盘tkn486,
5s 成交在768
6s成交在898
9s成交在1253
1y成交区间1625~1628,收盘gvn1624,
spread方面:
3s*5s 成交在285
USD/CNY SWAP
o/n +3.9 / +4 [+4.1~+4.35]
t/n +3.91 /+4 [+3.92~+4.6]
s/n +4.4 /+4.46 [+4.45~+4.65]
1w +33.1 / +33.45 [+33.2~+33.5]
2w +79.4 / +80 [+80]
1s +170 / +171 [+164~+172]
2s +305 /+308 [+306]
3s +485 / +487 [+480~+486]
5s +766 /+773 [+768]
6s +900 / +905 [+898]
9s +1252 / +1256 [+1253]
1y +1625 / +1628 [+1615~+1626]
Spread:
3s*5s +282 /+285 [+285]
Closing-2020-10-19